+838.1%
CLS vs ADM
+11.2%
+826.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -5.1% |
| 7D | +16.3% | +4.2% | +12.1% | +16.7% |
| 30D | -25.7% | -12.8% | -12.8% | -26.5% |
| 3M | -30.9% | -8.5% | -22.4% | -31.4% |
| 6M | -35.5% | -10.9% | -24.6% | -36.1% |
| YTD | -18.7% | +29.4% | -48.1% | -15.9% |
| 1Y | -17.9% | +27.5% | -45.4% | -15.1% |
| 3Y | +838.1% | +10.3% | +827.8% | +883.0% |
| All | +838.1% | +11.2% | +826.9% | +883.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling